0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover157.62%IV11.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1097Delta0.0426Gamma213.20Leverage Ratio-0.2250Theta0.0002Rho23.38Eff Leverage0.0052Vega